The Olympic superstar appeared in a South African court Tuesday where he explained that he had accidentally shot his girlfriend, Reeva Steenkamp, because he mistakenly suspected she was an intruder. Prosecutors, however, aren't buying it. NBC's Michelle Kosinski reports.

By Rohit Kachroo, Michelle Kosinski and Tracy Connor, NBC News

“Blade Runner” Oscar Pistorius said Tuesday that he had heard a noise in the bathroom and felt “a sense of terror” on the night he fatally shot his girlfriend Reeva Steenkamp, insisting he thought someone had broken into his South Africa home.

In a statement read to a court hearing, the double-amputee Olympic and Paralympic star wrote that he loved Steenkamp "deeply." He also said he had received death threats in the past and kept a firearm beside his bed.

Earlier Tuesday, Prosecutor Gerrie Nel insisted there was nothing to support Pistorius’ claim that he feared there was an intruder in the house when he killed Steenkamp. She was shot dead through the door of a small bathroom in Pistorius’ home in a suburb of Pretoria early on Valentine’s Day.

Nel said she had "nowhere" to go and her death must have been "horrific," insisting Pistorius was guilty of premeditated murder.

The NBC Olympic and "Rock Center" correspondent spent a week over the summer with Oscar Pistorius and tells NBC's David Gregory that he was a "gun guy" who was worried about his safety and security.

The claims were made at a bail hearing -- described as a “little trial” by one expert -- that is being held to determine whether Pistorius should be freed pending trial.

Magistrate Desmond Nair ruled that Pistorius would face a charge of premeditated murder, but the hearing was adjourned until Wednesday morning.

As the defense and prosecution lawyers argued, the family and friends of the slain model and law-school graduate Steenkamp held a tearful funeral in her hometown.

'She died in my arms'The statement denied "in the strongest terms" that Pistorius had deliberately killed Steenkamp, adding that the athlete was "deeply in love'' with her, according to Reuters.

"I had no intention to kill my girlfriend," the statement said.

According to Pistorius' account, he and Steenkamp had decided to "have a quiet dinner together at home" and by about 10 p.m. they had retired to his bedroom, where she was doing yoga as he was lying down and watching television. After finishing her yoga, she got into bed with him and the two fell asleep, Pistorius' statement said.

During the early morning hours, it said, Pistorius woke up and went to his bedroom balcony to bring a fan inside and close the sliding glass doors and blinds.

"I heard a noise in my bathroom. ... I felt a sense of terror. ... I believed that someone had entered my house. ... I grabbed my 9mm pistol," it said.

Pistorius' statement said contractors had been working at his house and had left ladders outside, and there were no security bars on the bathroom window. The bathroom contained a separate toilet area with its own door.

“As I did not have my prosthetic legs on I felt extremely vulnerable. I had to protect Reeva and myself. ... I felt trapped as my bedroom door was locked and I have limited mobility on my stumps,” it said.

The statement then described Pistorius hearing movement inside the bathroom. "I fired shots at the toilet door and shouted at Reeva to phone the police," it said. "She did not respond and I moved backwards out of the bathroom, keeping my eyes on the bathroom entrance. Everything was pitch dark in the bedroom and I was still too scared to switch on a light. Reeva was not responding.

"When I reached the bed, I realized that Reeva was not in bed. That is when it dawned on me that it could have been Reeva who was in the toilet."

The statement also described Pistorius trying to open the locked bathroom door but failing, then grabbing a cricket bat to smash open the door. "Reeva was slumped over but alive. I battled to get her out of the toilet and pulled her into the bathroom."

Pistorius’ statement said that moments after the shooting he “picked Reeva up as I'd been told not to wait for the paramedics. ... She died in my arms.”

Earlier in the hearing, Nel said Steenkamp had arrived in Pistorius' home sometime between 5 p.m. and 6 p.m. on the night before she died.

There was "no possible explanation to support" Pistorius' claim that he thought Steenkamp was an intruder, Nel said.

And he added that even if Steenkamp had been an intruder, the shooting would still have been the murder of a burglar.

Nel said Pistorius had armed himself, put on his prosthetic legs, walked to the bathroom and shot Steenkamp several times through the locked door as she sat on the toilet. "She locked that door for a purpose," Nel said.

"If I arm myself, walk a distance and murder a person, that is premeditated," he said, according to Reuters. "The door is closed. There is no doubt. I walk seven meters (just over 22 feet) and I kill."

"The motive is 'I want to kill.' That's it," he added. "This deceased was in a 1.4- (4.5 feet) by 1.14-meter little room. She could go nowhere. It must have been horrific."

The prosecutor also asked why a burglar would have locked himself inside the bathroom.

After the shooting, Pistorius carried Steenkamp downstairs, where he met a security guard and a friend, according to the prosecution, and told them that he had thought she had been an intruder.

Pistorius' defense argued the sports star was not guilty of murder for that reason.

The defense lawyer claimed other husbands had shot their wives thinking they were intruders and asked, "Where's the premeditation?"

Following the defense's statements, Nel said he was now "more convinced" about what happened.

Karyn Maughan, legal correspondent for South Africa news channel ENCA, told NBC's TODAY that if a premeditated murder charge stands, there would be dire consequences for Pistorius.

“If he can’t prove that her death was unintentional, then it is unlikely he will get bail and he also faces a life sentence in jail,” she said. “He must try to convince the court he shot her in confusion, thinking she was an intruder."

Pistorius has hired his own high-profile forensic expert to analyze the police reports and post-mortem exam, ENCA reported. His defense team includes lawyer Kenny Oldwage, who previously won an acquittal for a driver accused of killing Nelson Mandela's great-grandchild in a 2010 accident.

"All we have is this horrendous death to deal with ... to get to grips with," she said. "All we want are answers ... answers as to why this had to happen, why our beautiful daughter had to die like this."

Steenkamp's family and friends gathered at a 90-seat chapel in Port Elizabeth, where Steenkamp grew up, for her funeral.

"She's my little sister and she's gone," her brother, Adam, told ENCA. "There is a big hole there that cannot be filled by anything else."

Steenkamp and Pistorius had been dating for about three months, and she tweeted a Valentine's Day message hours before her death.

The track star, who captivated the world when he became the first double-amputee to run in the Olympics at last summer's London Games, was a gun enthusiast who once took a reporter writing a profile of him to a firing range.

A South African newspaper reported Monday that he nearly shot a friend by accident while handling another friend's gun at a Johannesburg restaurant.

"I had quite a fright because the bullet hit the ground centimeters from my foot," boxer Kevin Lerena told the Beeld newspaper, according to Agence France-Presse.

"For some reason it got caught on his trousers, flipped the safety pin and a shot went off. I wouldn't say he was negligent. Days afterwards he was still apologizing."

NBC News Staff Writers Ian Johnston and John Newland and Reuters contributed to this report.